Using Chebyshev Polynomials to Approximate Partial Differential Equations: A Reply
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Bibliographic InfoArticle provided by Society for Computational Economics in its journal Computational Economics.
Volume (Year): 39 (2012)
Issue (Month): 1 (January)
Chebyshev polynomial approximation; Chebyshev nodes; Optimal stopping problem; C63; D81;
Find related papers by JEL classification:
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
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